Initial boundary value problems for the nonlinear Schrödinger equation

A new spectral method for solving initial boundary value problems for linear and integrable nonlinear partial differential equations in two independent variables is applied to the nonlinear Schrödinger equation and to its linearized version in the domain {x≥l(t), t≥0}. We show that there exist two cases: (a) if l″(t)<0, then the solution of the linear or nonlinear equations can be obtained by solving the respective scalar or matrix Riemann-Hilbert problem, which is defined on a time-dependent contour; (b) if l″(t)>0, then the Riemann-Hilbert problem is replaced by a respective scalar or matrix problem on a time-independent domain. In both cases, the solution is expressed in a spectrally decomposed form.

A mathematical model of the in vitro keratinocyte response to chromium and nickel exposure

A mathematical model describing the main mechanistic processes involved in keratinocyte response to chromium and nickel has been developed and compared to experimental in vitro data. Accounting for the interactions between the metal ions and the keratinocytes, the law of mass action was used to generate ordinary differential equations which predict the time evolution and ion concentration dependency of keratinocyte viability, the amount of metal associated with the keratinocytes and the release of cytokines by the keratinocytes. Good agreement between model predictions and existing experimental data of these endpoints was observed, supporting the use of this model to explore physiochemical parameters that influence the toxicological response of keratinocytes to these two metals.

Mathematical model for low density lipoprotein (LDL) endocytosis by hepatocytes

Individuals with elevated levels of plasma low density lipoprotein (LDL) cholesterol (LDL-C) are considered to be at risk of developing coronary heart disease. LDL particles are removed from the blood by a process known as receptor-mediated endocytosis, which occurs mainly in the liver. A series of classical experiments delineated the major steps in the endocytotic process; apolipoprotein B-100 present on LDL particles binds to a specific receptor (LDL receptor, LDL-R) in specialized areas of the cell surface called clathrin-coated pits. The pit comprising the LDL-LDL-R complex is internalized forming a cytoplasmic endosome. Fusion of the endosome with a lysosome leads to degradation of the LDL into its constituent parts (that is, cholesterol, fatty acids, and amino acids), which are released for reuse by the cell, or are excreted. In this paper, we formulate a mathematical model of LDL endocytosis, consisting of a system of ordinary differential equations. We validate our model against existing in vitro experimental data, and we use it to explore differences in system behavior when a single bolus of extracellular LDL is supplied to cells, compared to when a continuous supply of LDL particles is available. Whereas the former situation is common to in vitro experimental systems, the latter better reflects the in vivo situation. We use asymptotic analysis and numerical simulations to study the longtime behavior of model solutions. The implications of model-derived insights for experimental design are discussed.

Mathematical modelling of competitive LDL/VLDL binding and uptake by hepatocytes

Elevated levels of low-density-lipoprotein cholesterol (LDL-C) in the plasma are a well-established risk factor for the development of coronary heart disease. Plasma LDL-C levels are in part determined by the rate at which LDL particles are removed from the bloodstream by hepatic uptake. The uptake of LDL by mammalian liver cells occurs mainly via receptor-mediated endocytosis, a process which entails the binding of these particles to specific receptors in specialised areas of the cell surface, the subsequent internalization of the receptor-lipoprotein complex, and ultimately the degradation and release of the ingested lipoproteins' constituent parts. We formulate a mathematical model to study the binding and internalization (endocytosis) of LDL and VLDL particles by hepatocytes in culture. The system of ordinary differential equations, which includes a cholesterol-dependent pit production term representing feedback regulation of surface receptors in response to intracellular cholesterol levels, is analysed using numerical simulations and steady-state analysis. Our numerical results show good agreement with in vitro experimental data describing LDL uptake by cultured hepatocytes following delivery of a single bolus of lipoprotein. Our model is adapted in order to reflect the in vivo situation, in which lipoproteins are continuously delivered to the hepatocyte. In this case, our model suggests that the competition between the LDL and VLDL particles for binding to the pits on the cell surface affects the intracellular cholesterol concentration. In particular, we predict that when there is continuous delivery of low levels of lipoproteins to the cell surface, more VLDL than LDL occupies the pit, since VLDL are better competitors for receptor binding. VLDL have a cholesterol content comparable to LDL particles; however, due to the larger size of VLDL, one pit-bound VLDL particle blocks binding of several LDLs, and there is a resultant drop in the intracellular cholesterol level. When there is continuous delivery of lipoprotein at high levels to the hepatocytes, VLDL particles still out-compete LDL particles for receptor binding, and consequently more VLDL than LDL particles occupy the pit. Although the maximum intracellular cholesterol level is similar for high and low levels of lipoprotein delivery, the maximum is reached more rapidly when the lipoprotein delivery rates are high. The implications of these results for the design of in vitro experiments is discussed.

Predictive control using feedback linearization based on dynamic neural models

This paper presents a hybrid control strategy integrating dynamic neural networks and feedback linearization into a predictive control scheme. Feedback linearization is an important nonlinear control technique which transforms a nonlinear system into a linear system using nonlinear transformations and a model of the plant. In this work, empirical models based on dynamic neural networks have been employed. Dynamic neural networks are mathematical structures described by differential equations, which can be trained to approximate general nonlinear systems. A case study based on a mixing process is presented.

Planning rigid body motions using elastic curves

This paper tackles the problem of computing smooth, optimal trajectories on the Euclidean group of motions SE(3). The problem is formulated as an optimal control problem where the cost function to be minimized is equal to the integral of the classical curvature squared. This problem is analogous to the elastic problem from differential geometry and thus the resulting rigid body motions will trace elastic curves. An application of the Maximum Principle to this optimal control problem shifts the emphasis to the language of symplectic geometry and to the associated Hamiltonian formalism. This results in a system of first order differential equations that yield coordinate free necessary conditions for optimality for these curves. From these necessary conditions we identify an integrable case and these particular set of curves are solved analytically. These analytic solutions provide interpolating curves between an initial given position and orientation and a desired position and orientation that would be useful in motion planning for systems such as robotic manipulators and autonomous-oriented vehicles.

A similarity solution for a shock reflection problem in isentropic gas dynamics

A one-dimensional shock-reflection test problem in the case of slab, cylindrical, or spherical symmetry is discussed. The differential equations for a similarity solution are derived and solved numerically in conjunction with the Rankie-Hugoniot shock relations.

Similarity solutions for multicomponent flows

A one-dimensional shock-reflection test problem in the case of slab, cylindrical or spherical symmetry is discussed for multi-component flows. The differential equations for a similarity solution are derived and then solved numerically in conjunction with the Rankine-Hugoniot shock relations.

On a class of non-self-adjoint periodic eigenproblems with boundary and interior singularities

We prove that all the eigenvalues of a certain highly non-self-adjoint Sturm–Liouville differential operator are real. The results presented are motivated by and extend those recently found by various authors (Benilov et al. (2003) [3], Davies (2007) [7] and Weir (2008) [18]) on the stability of a model describing small oscillations of a thin layer of fluid inside a rotating cylinder.

On a class of nonselfadjoint periodic boundary value problems with discrete real spectrum

In a previous paper (J. of Differential Equations, Vol. 249 (2010), 3081-3098) we examined a family of periodic Sturm-Liouville problems with boundary and interior singularities which are highly non-self-adjoint but have only real eigenvalues. We now establish Schatten class properties of the associated resolvent operator.

Solving complex optimal control problems at no cost with PSOPT

This paper introduces PSOPT, an open source optimal control solver written in C++. PSOPT uses pseudospectral and local discretizations, sparse nonlinear programming, automatic differentiation, and it incorporates automatic scaling and mesh refinement facilities. The software is able to solve complex optimal control problems including multiple phases, delayed differential equations, nonlinear path constraints, interior point constraints, integral constraints, and free initial and/or final times. The software does not require any non-free platform to run, not even the operating system, as it is able to run under Linux. Additionally, the software generates plots as well as LATEX code so that its results can easily be included in publications. An illustrative example is provided.

On the existence of extreme waves and the Stokes conjecture with vorticity

This is a study of singular solutions of the problem of traveling gravity water waves on flows with vorticity. We show that, for a certain class of vorticity functions, a sequence of regular waves converges to an extreme wave with stagnation points at its crests. We also show that, for any vorticity function, the profile of an extreme wave must have either a corner of 120° or a horizontal tangent at any stagnation point about which it is supposed symmetric. Moreover, the profile necessarily has a corner of 120° if the vorticity is nonnegative near the free surface.

Condition number estimates for combined potential integral operators in acoustics and their boundary element discretisation

We consider the classical coupled, combined-field integral equation formulations for time-harmonic acoustic scattering by a sound soft bounded obstacle. In recent work, we have proved lower and upper bounds on the $L^2$ condition numbers for these formulations, and also on the norms of the classical acoustic single- and double-layer potential operators. These bounds to some extent make explicit the dependence of condition numbers on the wave number $k$, the geometry of the scatterer, and the coupling parameter. For example, with the usual choice of coupling parameter they show that, while the condition number grows like $k^{1/3}$ as $k\to\infty$, when the scatterer is a circle or sphere, it can grow as fast as $k^{7/5}$ for a class of `trapping' obstacles. In this paper we prove further bounds, sharpening and extending our previous results. In particular we show that there exist trapping obstacles for which the condition numbers grow as fast as $\exp(\gamma k)$, for some $\gamma>0$, as $k\to\infty$ through some sequence. This result depends on exponential localisation bounds on Laplace eigenfunctions in an ellipse that we prove in the appendix. We also clarify the correct choice of coupling parameter in 2D for low $k$. In the second part of the paper we focus on the boundary element discretisation of these operators. We discuss the extent to which the bounds on the continuous operators are also satisfied by their discrete counterparts and, via numerical experiments, we provide supporting evidence for some of the theoretical results, both quantitative and asymptotic, indicating further which of the upper and lower bounds may be sharper.

State estimation using the particle filter with mode tracking

A particle filter is a data assimilation scheme that employs a fully nonlinear, non-Gaussian analysis step. Unfortunately as the size of the state grows the number of ensemble members required for the particle filter to converge to the true solution increases exponentially. To overcome this Vaswani [Vaswani N. 2008. IEEE Trans Signal Process 56:4583–97] proposed a new method known as mode tracking to improve the efficiency of the particle filter. When mode tracking, the state is split into two subspaces. One subspace is forecast using the particle filter, the other is treated so that its values are set equal to the mode of the marginal pdf. There are many ways to split the state. One hypothesis is that the best results should be obtained from the particle filter with mode tracking when we mode track the maximum number of unimodal dimensions. The aim of this paper is to test this hypothesis using the three dimensional stochastic Lorenz equations with direct observations. It is found that mode tracking the maximum number of unimodal dimensions does not always provide the best result. The best choice of states to mode track depends on the number of particles used and the accuracy and frequency of the observations.

Wave scattering by an axisymmetric ice floe of varying thickness

The problem of water wave scattering by a circular ice floe, floating in fluid of finite depth, is formulated and solved numerically. Unlike previous investigations of such situations, here we allow the thickness of the floe (and the fluid depth) to vary axisymmetrically and also incorporate a realistic non-zero draught. A numerical approximation to the solution of this problem is obtained to an arbitrary degree of accuracy by combining a Rayleigh–Ritz approximation of the vertical motion with an appropriate variational principle. This numerical solution procedure builds upon the work of Bennets et al. (2007, J. Fluid Mech., 579, 413–443). As part of the numerical formulation, we utilize a Fourier cosine expansion of the azimuthal motion, resulting in a system of ordinary differential equations to solve in the radial coordinate for each azimuthal mode. The displayed results concentrate on the response of the floe rather than the scattered wave field and show that the effects of introducing the new features of varying floe thickness and a realistic draught are significant.